Lecture Notes On Limit Theorems For Markov Chain Transition Probabilities
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Lecture Notes On Limit Theorems For Markov Chain Transition Probability Functions
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Author : Steven Orey
language : en
Publisher:
Release Date : 1968
Lecture Notes On Limit Theorems For Markov Chain Transition Probability Functions written by Steven Orey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Limit theorems (Probability theory) categories.
Lecture Notes On Limit Theorems For Markov Chain Transition Probabilities
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Author : Steven Orey
language : en
Publisher:
Release Date : 1971
Lecture Notes On Limit Theorems For Markov Chain Transition Probabilities written by Steven Orey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with Mathematics categories.
Lecture Notes On Limit Theorems For Markov Chain Transition Probabilities
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Author : George R. Sell
language : en
Publisher:
Release Date : 1971
Lecture Notes On Limit Theorems For Markov Chain Transition Probabilities written by George R. Sell and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with categories.
Lecture Notes On Limit Theorems For Markov Chain Transition Probabilities
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Author :
language : en
Publisher:
Release Date : 1971*
Lecture Notes On Limit Theorems For Markov Chain Transition Probabilities written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971* with categories.
Limit Theorems Of Probability Theory
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Author : Yu.V. Prokhorov
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Limit Theorems Of Probability Theory written by Yu.V. Prokhorov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
This book consists of five parts written by different authors devoted to various problems dealing with probability limit theorems. The first part, "Classical-Type Limit Theorems for Sums ofIndependent Random Variables" (V.v. Petrov), presents a number of classical limit theorems for sums of independent random variables as well as newer related results. The presentation dwells on three basic topics: the central limit theorem, laws of large numbers and the law of the iterated logarithm for sequences of real-valued random variables. The second part, "The Accuracy of Gaussian Approximation in Banach Spaces" (V. Bentkus, F. G6tze, V. Paulauskas and A. Rackauskas), reviews various results and methods used to estimate the convergence rate in the central limit theorem and to construct asymptotic expansions in infinite-dimensional spaces. The authors con fine themselves to independent and identically distributed random variables. They do not strive to be exhaustive or to obtain the most general results; their aim is merely to point out the differences from the finite-dimensional case and to explain certain new phenomena related to the more complex structure of Banach spaces. Also reflected here is the growing tendency in recent years to apply results obtained for Banach spaces to asymptotic problems of statistics.
Local Limit Theorems For Inhomogeneous Markov Chains
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Author : Dmitry Dolgopyat
language : en
Publisher: Springer Nature
Release Date : 2023-07-31
Local Limit Theorems For Inhomogeneous Markov Chains written by Dmitry Dolgopyat and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-31 with Mathematics categories.
This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
Uniform Limit Theorems For Markov Chains
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Author : Shlomo Levental
language : en
Publisher:
Release Date : 1986
Uniform Limit Theorems For Markov Chains written by Shlomo Levental and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.
General Irreducible Markov Chains And Non Negative Operators
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Author : Esa Nummelin
language : en
Publisher: Cambridge University Press
Release Date : 2004-06-03
General Irreducible Markov Chains And Non Negative Operators written by Esa Nummelin and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-03 with Mathematics categories.
Presents the theory of general irreducible Markov chains and its connection to the Perron-Frobenius theory of nonnegative operators.
Analytic Methods In Applied Probability
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Author : Yu. M. Suhov
language : en
Publisher: American Mathematical Soc.
Release Date : 2002
Analytic Methods In Applied Probability written by Yu. M. Suhov and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.
Aimed at graduate students, theoretical and applied probabilists, computer scientists, and engineers, this volume features 14 original papers on applied probability with an emphasis on queuing and queuing network theory. The volume opens with a discussion of the contributions of Fridrikh Karpelevich to the field and a bibliography of his works in this area. Other topics include the applicability of queuing network theory to industrial manufacturing and processing, the problem of stability of a queuing model regime, and new ratio limit theorems for Markov chains. The volume is not indexed. Annotation copyrighted by Book News, Inc., Portland, OR
Cycle Representations Of Markov Processes
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Author : Sophia L. Kalpazidou
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Cycle Representations Of Markov Processes written by Sophia L. Kalpazidou and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.
This book provides new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. This expanded second edition adds new advances, which reveal wide-ranging interpretations of cycle representations such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The text includes chapter summaries as well as a number of detailed illustrations.